+11,904.6%
ADP vs CI
+7,937.0%
+3,967.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -0.6% |
| 7D | +3.2% | -1.6% | +4.8% | +3.6% |
| 30D | +14.9% | +5.4% | +9.5% | +13.5% |
| 3M | +11.6% | +7.3% | +4.4% | +9.7% |
| 6M | +48.5% | +5.3% | +43.2% | +46.2% |
| YTD | +20.6% | +8.5% | +12.1% | +17.6% |
| 1Y | +23.7% | +17.1% | +6.6% | +18.4% |
| 3Y | +47.8% | +1.4% | +46.4% | +43.1% |
| 5Y | +47.7% | +50.5% | -2.8% | +28.9% |
| 10Y | +324.0% | +168.5% | +155.4% | +215.6% |
| All | +11,904.6% | +7,937.0% | +3,967.6% | +3,311.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling